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First Five Days of January Indicator Turns Bullish on All Ords

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First Five Days of January Indicator Turns Bullish on All Ords

With All Ords loosing -0.66% in the first five trading days , and contrary to the way the US markets works, in Australian markets a bullish signal occurs when the first five trading days of January show a net loss.

Below trading odds , for All Ords , when the All Ords is down for first trading days, and the trading odds from the fifth trading close to year end close , the data since 1985 .

  • Winners : 10
  • Losers : 2
  • % Winners : 83%
  • Average Change % : 14.79
  • Median Change % : 17.80
  • Maximum Gain % : 44.68
  • Maximum Loss % : -41.03
  • Average Gain %if Winner : 23.32
  • Average Loss % if Loser : -27.86
  • Payoff Ratio 0.84

Contrary and comparing apples to apples ,

Below trading odds , for All Ords , when the All Ords is up for first trading days

  • Winners : 11
  • Losers : 6
  • % Winners : 65%
  • Average Change % : 4.55
  • Median Change % : 6.58
  • Maximum Gain % : 41.43
  • Maximum Loss % : -24.70
  • Average Gain %if Winner : 13.47
  • Average Loss % if Loser : -11.80
  • Payoff Ratio 1.14

that’s on average out-perfromance of 10.22% for All Ords when All Ords is down for the first trading days vs when it is up !!

Below the table with All Ords rest of the year changes , since 1985 , when All Ords is down for first trading days since 1985

January’s First Five Days Indicator

#FYI , the above trading strategy is mentioned in All Ords Almanac 2014 

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